The Journal of Portfolio Management

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INVITED EDITORIAL COMMENT: Passive Investing and Sustainability Integration Are Fundamentally Irreconcilable Investment Philosophies
David Blitz and Wilma de Groot

The Journal of Portfolio Management April 2019, 45 (4) 7-11; DOI: https://doi.org/10.3905/jpm.2019.45.4.007
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Performance Sharing in Risky Portfolios: The Case of Hedge Fund Returns and Fees
Georges Hübner and Marie Lambert

The Journal of Portfolio Management April 2019, 45 (4) 105-118; DOI: https://doi.org/10.3905/jpm.2019.45.4.105
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Implementation Matters: Relaxing Constraints Can Improve the Potential Returns of Factor Strategies
Jack Davies, Dave Gibbon, Sara Shores and Josephine Smith

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 101-114; DOI: https://doi.org/10.3905/jpm.2019.45.3.101
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The Characteristics of Factor Investing
David Blitz and Milan Vidojevic

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 69-86; DOI: https://doi.org/10.3905/jpm.2019.45.3.069
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A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic Benefits
John M. Mulvey, Lionel Martellini, Han Hao and Nongchao Li

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 165-177; DOI: https://doi.org/10.3905/jpm.2019.45.3.165
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Defensive Factor Timing
Kristin Fergis, Katelyn Gallagher, Philip Hodges and Ked Hogan

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 50-68; DOI: https://doi.org/10.3905/jpm.2019.45.3.050
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Clash of the Titans: Factor Portfolios versus Alternative Weighting Schemes
Jennifer Bender, Thomas Blackburn and Xiaole Sun

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 38-49; DOI: https://doi.org/10.3905/jpm.2019.45.3.038
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Trade-Off in Multifactor Smart Beta Investing: Factor Premium and Implementation Cost
Feifei Li and Joseph (Yoseop) Shim

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 115-124; DOI: https://doi.org/10.3905/jpm.2019.45.3.115
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Extending Fama–French Factors to Corporate Bond Markets
Demir Bektić, Josef-Stefan Wenzler, Michael Wegener, Dirk Schiereck and Timo Spielmann

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 141-158; DOI: https://doi.org/10.3905/jpm.2019.45.3.141
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Factors in Time: Fine-Tuning Hedge Fund Replication
Joseph Simonian and Chenwei Wu

The Journal of Portfolio Management Quantitative Special Issue 2019, 45 (3) 159-164; DOI: https://doi.org/10.3905/jpm.2019.45.3.159

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